+164.7%
KNX vs RACE
+639.5%
-474.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.2% |
| 7D | +3.8% | -4.0% | +7.8% | +5.3% |
| 30D | -2.0% | +3.5% | -5.5% | -3.2% |
| 3M | -13.2% | -0.4% | -12.7% | -13.2% |
| 6M | +3.6% | +23.2% | -19.5% | -4.3% |
| YTD | +19.1% | +11.0% | +8.2% | +13.6% |
| 1Y | +39.5% | -2.2% | +41.7% | +38.8% |
| 3Y | +28.7% | +22.5% | +6.2% | +13.7% |
| 5Y | +8.5% | +63.2% | -54.7% | -15.8% |
| 10Y | +100.2% | +704.3% | -604.1% | -5.3% |
| All | +164.7% | +639.5% | -474.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling